+6,161.3%
NKE vs AXP
+6,658.5%
-497.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.6% |
| 7D | -2.0% | -2.1% | +0.1% | -1.3% |
| 30D | -8.6% | -6.5% | -2.0% | -6.4% |
| 3M | -11.0% | +4.6% | -15.7% | -12.6% |
| 6M | -33.2% | +5.4% | -38.7% | -34.6% |
| YTD | -38.1% | -11.1% | -27.0% | -35.8% |
| 1Y | -47.4% | -0.3% | -47.1% | -47.6% |
| 3Y | -59.8% | +111.6% | -171.4% | -69.6% |
| 5Y | -74.2% | +117.6% | -191.8% | -80.9% |
| 10Y | -23.5% | +474.1% | -497.6% | -60.7% |
| All | +6,161.3% | +6,658.5% | -497.1% | +895.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling